UDP mode is enabled by default in the game. To activate it you will need to know the IP address of the PC/console running the game (nb. this could be different each time you boot up the PC/console).
To find your PC/console IP address:
PC
Press the Windows key and R and type cmd and then click OK. At the command prompt that appears, type ipconfig and then press return. IP Address should be listed here.
PS4
Go to Settings on the PS4 home screen, followed by Network, then View Connection Status. IP Address will be shown here.